Agenda - Workshop: 
Application of Machine Learning and Data Mining in Finance
Friday, 24 April 98, Chemnitz, 9.00 - 18.00

9:00  Welcome                                         Steurer
9:15  About our workshop                              Nakhaeizadeh

      Machine Learning and Data Mining in Credit Risk Management
9:30  Invited speech                                  Baestens
10:15 Credit Scoring and the Reject Inference Problem Feelders
10:35 Behaviour Scoring for Deutsche Bank's German
      Corporates                                       Hosemann / Fritz
10:55 Credit Classification: A Comparison of Logit
      Models and Decision Trees                        Vanhoof et al.
        
11:15 Break
11:30 Round Table 1
12:15 Invited speech 2                                Reincke/ Krammer
                                                      SAS Institute
13:00 Lunch

      Machine Learning and Data Mining in Financial Markets
14:00 Kausalanalytische Ansätze zur Prognose bedeutender              
      Kapitalmarktindices                             Eherler
        
14:20 Shock around the Clock                          Dornau
      On the Causal Relations between International Stock Markets
14:40 The Relevance of Trends for Predictions 
      of Stock Returns                                Hellstrom
15:00 Is the market a computer ?                      Archer
15:20 Break

      Machine Learning and Data Mining in Financial Risk Measurement
16:00 Modeling Volatility:                    Szimayer /Wagner        
      Estimation Results for the German Stock Market
16:20 Modeling Volatility Analysis of VW Stock Prices Herwartz
16:40 On Alternative Distributional Assumptions       Huschens / Kim
      of Stock Return Data and Value-at-Risk
17:00 Hedging Derivative Securities 
      with Genetic Programming                        Chen et al.
17:20 Round Table 2 and General Discussion

18:00 End